• Proceedings of the KIEE Conference
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• 2003.11c
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• pp.445-448
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• 2003

This paper presents a novel iris recognition method using wavelet transform and curve simplification. One-dimensional signals, which are calculated over circles on the iris, are decomposed into a multiple frequency bands. Each decomposed signal is approximated by a piecewise linear curve connecting node points. The curve is simplified by progressively removing unimportant node points while keeping the shape of the curve. Finally, a small number of node points represent features of each signal. Experiment results show that the presented method results in good performance in various noise environments.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.43 no.1 s.307
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• pp.55-66
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• 2006

We propose a progressive image retrieval method based on an efficient combination of multiresolution color and torture features in wavelet transform domain. As a color feature, color autocorrelogram of the hue and saturation components is chosen. As texture features, BDIP and BVLC moments of the value component are chosen. For the selected features, we obtain multiresolution feature vectors which are extracted from all decomposition levels in wavelet domain. The multiresolution feature vectors of the color and texture features are efficiently combined by the normalization depending on their dimensions and standard deviation vector, respectively, vector components of the features are efficiently quantized in consideration of their storage space, and computational complexity in similarity computation is reduced by using progressive retrieval strategy. Experimental results show that the proposed method yields average $15\%$ better performance in precision vs. recall and average 0.2 in ANMRR than the methods using color histogram color autocorrelogram SCD, CSD, wavelet moments, EHD, BDIP and BVLC moments, and combination of color histogram and wavelet moments, respectively. Specially, the proposed method shows an excellent performance over the other methods in image DBs contained images of various resolutions.

• Proceedings of the IEEK Conference
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• 2001.06d
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• pp.77-80
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• 2001

In this paper, we have introduced a new watermarking method using the Discrete Wavelet Transform (DWT). This method has two features. Firstly the trade-off between the quality and the robustness, and between the quality and the capacitance can be controlled. Next, this method use different scheme according to the watermarks. We have also implemented numerical examples for several kinds of attack. It is found that watermarking method in this paper is robust to above attacks.

• Proceedings of the Korea Database Society Conference
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• 1999.06a
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• pp.175-186
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• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 1999.03a
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• pp.175-186
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• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• Journal of KIISE:Software and Applications
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• v.29 no.8
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• pp.521-528
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• 2002

We propose a new approach to the feature selection for the classification of handwritten characters using two-dimensional(2D) wavelet packet bases. To extract key features of an image data, for the dimension reduction Principal Component Analysis(PCA) has been most frequently used. However PCA relies on the eigenvalue system, it is not only sensitive to outliers and perturbations, but has a tendency to select only global features. Since the important features for the image data are often characterized by local information such as edges and spikes, PCA does not provide good solutions to such problems. Also solving an eigenvalue system usually requires high cost in its computation. In this paper, the original data is transformed with 2D wavelet packet bases and the best discriminant basis is searched, from which relevant features are selected. In contrast to PCA solutions, the fast selection of detailed features as well as global features is possible by virtue of the good properties of wavelets. Experiment results on the recognition rates of PCA and our approach are compared to show the performance of the proposed method.

• The Journal of the Korea Contents Association
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• v.11 no.6
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• pp.1-7
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• 2011

The methodology of KOSPI forecast has been considered as one of the most difficult problem to develop accurately since short-term KOSPI is correlated with various factors including politics and economics. In this paper, we presents a methodology for forecasting short-term trends of stock price for five days using the feature selection method based on a neural network with weighted fuzzy membership functions (NEWFM). The distributed non-overlap area measurement method selects the minimized number of input features by removing the worst input features one by one. A technical indicator are selected for preprocessing KOSPI data in the first step. In the second step, thirty-nine numbers of input features are produced by wavelet transforms. Twelve numbers of input features are selected as the minimized numbers of input features from thirty-nine numbers of input features using the non-overlap area distribution measurement method. The proposed method shows that sensitivity, specificity, and accuracy rates are 72.79%, 74.76%, and 73.84%, respectively.

• Journal of Information Processing Systems
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• v.13 no.4
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• pp.703-715
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• 2017

Mammogram images are sensitive in nature and even a minor change in the environment affects the quality of the images. Due to the lack of expert radiologists, it is difficult to interpret the mammogram images. In this paper an algorithm is proposed for a computer-aided diagnosis system, which is based on the wavelet based adaptive sigmoid function. The cascade feed-forward back propagation technique has been used for training and testing purposes. Due to the poor contrast in digital mammogram images it is difficult to process the images directly. Thus, the images were first processed using the wavelet based adaptive sigmoid function and then the suspicious regions were selected to extract the features. A combination of texture features and gray-level co-occurrence matrix features were extracted and used for training and testing purposes. The system was trained with 150 images, while a total 100 mammogram images were used for testing. A classification accuracy of more than 95% was obtained with our proposed method.

• IEMEK Journal of Embedded Systems and Applications
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• v.17 no.6
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• pp.309-317
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• 2022

In this paper, we propose a machine learning-based copy-move forgery detection network with dual branches. Because the rotation or scaling operation is frequently involved in copy-move forger, the conventional convolutional neural network is not effectively applied in detecting copy-move tampering. Therefore, we divide the input into rotation-invariant and scaling-invariant features based on the wavelet coefficients. Each of the features is input to different branches having the same structure, and is fused in the combination module. Each branch comprises feature extraction, correlation, and mask decoder modules. In the proposed network, VGG16 is used for the feature extraction module. To check similarity of features generated by the feature extraction module, the conventional correlation module used. Finally, the mask decoder model is applied to develop a pixel-level localization map. We perform experiments on test dataset and compare the proposed method with state-of-the-art tampering localization methods. The results demonstrate that the proposed scheme outperforms the existing approaches.

• The Journal of the Korea institute of electronic communication sciences
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• v.7 no.4
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• pp.727-732
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• 2012

This paper presents an approach to classify normal and arrhythmia from the MIT-BIH Arrhythmia Database using Discrete Cosine Transform(DCT), Discrete Wavelet Transform(DWT) and neural network. In the first step, Discrete Cosine Transform is used to obtain the representative 15 coefficients for input features of neural network. In the second step, Discrete Wavelet Transform are used to extract maximum value, minimum value, mean value, variance, and standard deviation of detail coefficients. Neural network classifies normal and arrhythmia beats using 55 numbers of input features, and then the accuracy rate is 98.8%.